HeyJaredAlphanume Research
Quantitative trading research from the team behind Alphanume's proprietary datasets.
- Indexed issues, last 90 days
- 11
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- Sep 30, 2026
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- Aug 30, 2026
Latest issues
A Cracked Quant’s Guide to Trading Commodities (opens the original)
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You’ve probably heard of CTAs, Commodity Trading Advisors, but odds are, you likely don’t know what they actually do all day. In short, these are just a breed of funds that exclusively trade futures like oil, nat gas, coffee, and so on. What got me interested in these was seeing the headlines you’ve also likely seen, about how the 10-year Treasury yield has been on a non-stop rally back to 2007 highs. But more importantly, it looks like it’s a major trade on CTA desks:<a class="image-link image2
Abusing Microcaps at Scale (opens the original)
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About a year ago, we walked through our bread-and-butter short book, showing you the nitty-gritty of share locates, basket orders, and auction mechanisms; more on that here:<img class="embedded-post-publication-logo" src="https://substackcdn.com/image/fetch/$s_!Sswk!,w_56,c_limit,f_auto,q_auto:good,fl_progressive:steep/https%3A%2F%2Fsubstack-post-media.s3.amazonaws
Manufacturing Edge in 0-DTE Options (opens the original)
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At root, selling options is a pretty simple deal:Market participants pay premiums for contracts tied to unlikely eventsYou sell them those contracts and collect said premiumsOnce in a while, the event actually happens, and you have to pay back some premiumsRepeatWhere things get tricky is when you realize that everyone else is also aware of this, and thus the contracts are pretty close to efficient. For instance, if you’re offered a spread with a 95% implied probability of expiring worthless, it
“Arbitraging” Lockup Expirations (opens the original)
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A few weeks back, everyone and their third-degree relative was talking about the SpaceX IPO and the coming disaster for the soon-to-be share unlock. For quick context, about 319 million shares were scheduled to be approved for trading, so people worried that those holders would start unloading their positions to realize liquidity and thus severely bring down the stock price. In reality though, virtually nothing happened:<a class="image-link image2 is-viewable-img" href="https://substackcdn.com/i
Sketchy Trades #2: Lying to the SEC (opens the original)
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This is the second post of our new series, Sketchy Trades, which we introduced here, dedicated to showcasing the “darker side” of quantitative trading research.A few years back, EDGAR (the place where SEC filings get distributed) accepted and published a Schedule TO-C from a company called PTG Capital Partners, announcing an offer to buy all of Avon for <str
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